Determining margin for futures contracts: the role of private interests and the relevance of excess volatility
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References listed on IDEAS
- Lester G. Telser, 1981. "Margins and futures contracts," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 1(2), pages 225-253, June.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Paul Kupiec, 1998.
"Margin Requirements, Volatility, and Market Integrity: What Have We Learned Since the Crash?,"
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- Paul H. Kupiec, 1997. "Margin Requirements, Volatility, and Market Integrity: What Have We Learned Since The Crash?," FMG Special Papers sp97, Financial Markets Group.
- Paul H. Kupiec, 1997. "Margin requirements, volatility, and market integrity: what have we learned since the crash?," Finance and Economics Discussion Series 1997-22, Board of Governors of the Federal Reserve System (U.S.).
- Shanker, Latha & Balakrishnan, Narayanaswamy, 2005. "Optimal clearing margin, capital and price limits for futures clearinghouses," Journal of Banking & Finance, Elsevier, vol. 29(7), pages 1611-1630, July.
- Paul Kofman & James T. Moser, 2001.
"Stock margins and the condition probability of price reversals,"
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KeywordsMargins (Security trading); Futures; Risk;
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